Vaccination has proven effective against infection with SARS-CoV-2, as well as death and hospitalisation following COVID-19 illness. However, little is known about the effect of vaccination on other acute and post-acute outcomes of COVID-19. Data were obtained from the TriNetX electronic health records network (over 81 million patients mostly in the USA). Using a retrospective cohort study and time-to-event analysis, we compared the incidences of COVID-19 outcomes between individuals who received a COVID-19 vaccine (approved for use in the USA) at least 2 weeks before SARS-CoV-2 infection and propensity score-matched individuals unvaccinated for COVID-19 but who had received an influenza vaccine. Outcomes were ICD-10 codes representing documented COVID-19 sequelae in the 6 months after a confirmed SARS-CoV-2 infection (recorded between January 1 and August 31, 2021, i.e. before the emergence of the Omicron variant). Associations with the number of vaccine doses (1 vs. 2) and age (<60 vs. ≥ 60 years-old) were assessed. Among 10,024 vaccinated individuals with SARS-CoV-2 infection, 9479 were matched to unvaccinated controls. Receiving at least one COVID-19 vaccine dose was associated with a significantly lower risk of respiratory failure, ICU admission, intubation/ventilation, hypoxaemia, oxygen requirement, hypercoagulopathy/venous thromboembolism, seizures, psychotic disorder, and hair loss (each as composite endpoints with death to account for competing risks; HR 0.70-0.83, Bonferroni-corrected p < 0.05), but not other outcomes, including long-COVID features, renal disease, mood, anxiety, and sleep disorders. Receiving 2 vaccine doses was associated with lower risks for most outcomes. Associations between prior vaccination and outcomes of SARS-CoV-2 infection were marked in those <60 years-old, whereas no robust associations were observed in those ≥60 years-old. In summary, COVID-19 vaccination is associated with lower risk of several, but not all, COVID-19 sequelae in those with breakthrough SARS-CoV-2 infection. The findings may inform service planning, contribute to forecasting public health impacts of vaccination programmes, and highlight the need to identify additional interventions for COVID-19 sequelae.